QDVK.DE vs. GLUX.DE
QDVK.DE (iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)) and GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) are both Consumer Staples Equities funds - QDVK.DE tracks the S&P 500 Capped 35/20 Consumer Discretionary while GLUX.DE tracks the S&P Global Luxury. Both are passively managed. Over the past 10 years, QDVK.DE returned 12.66%/yr vs 9.44%/yr for GLUX.DE. A 0.75 correlation means they provide meaningful diversification when combined. QDVK.DE charges 0.15%/yr vs 0.25%/yr for GLUX.DE.
Performance
QDVK.DE vs. GLUX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVK.DE achieves a -0.11% return, which is significantly higher than GLUX.DE's -7.03% return. Over the past 10 years, QDVK.DE has outperformed GLUX.DE with an annualized return of 12.66%, while GLUX.DE has yielded a comparatively lower 9.44% annualized return.
QDVK.DE
- 1D
- 0.33%
- 1M
- -0.66%
- YTD
- -0.11%
- 6M
- -0.10%
- 1Y
- 9.79%
- 3Y*
- 13.82%
- 5Y*
- 9.12%
- 10Y*
- 12.66%
GLUX.DE
- 1D
- -0.12%
- 1M
- 1.10%
- YTD
- -7.03%
- 6M
- -6.73%
- 1Y
- 3.68%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
QDVK.DE vs. GLUX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVK.DE iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) | -0.11% | -5.11% | 38.60% | 38.90% | -33.82% | 35.49% | 20.84% | 31.88% | 3.58% | 7.42% |
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
Correlation
The correlation between QDVK.DE and GLUX.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.75 |
The correlation between QDVK.DE and GLUX.DE shifts across timeframes, from 0.59 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVK.DE vs. GLUX.DE — Risk / Return Rank
QDVK.DE
GLUX.DE
QDVK.DE vs. GLUX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) and Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| QDVK.DE | GLUX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.04 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.16 | +0.57 |
| Martin ratioReturn relative to average drawdown | 2.00 | 0.39 | +1.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDVK.DE | GLUX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.13 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.01 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.45 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.09 |
Drawdowns
QDVK.DE vs. GLUX.DE - Drawdown Comparison
The maximum QDVK.DE drawdown since its inception was -37.28%, smaller than the maximum GLUX.DE drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for QDVK.DE and GLUX.DE.
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Drawdown Indicators
| QDVK.DE | GLUX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -43.20% | +5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.65% | -16.00% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -27.94% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -37.28% | -30.52% | -6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -43.20% | +5.92% |
Current DrawdownCurrent decline from peak | -10.02% | -14.70% | +4.68% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -9.35% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 6.51% | -1.52% |
Volatility
QDVK.DE vs. GLUX.DE - Volatility Comparison
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (QDVK.DE) and Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) have volatilities of 5.33% and 5.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVK.DE | GLUX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.55% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 15.60% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.90% | 19.60% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 21.08% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 20.94% | -0.32% |
QDVK.DE vs. GLUX.DE - Expense Ratio Comparison
QDVK.DE has a 0.15% expense ratio, which is lower than GLUX.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVK.DE vs. GLUX.DE - Dividend Comparison
Neither QDVK.DE nor GLUX.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVK.DE and GLUX.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVK.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for GLUX.DE.
QDVK.DE tracks S&P 500 Capped 35/20 Consumer Discretionary, while GLUX.DE tracks S&P Global Luxury. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for QDVK.DE and 0.25% for GLUX.DE.
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